Make sure you did the following:
- Ensure NTT is installed correctly. If you launch Nuclear Throne there should be a message at the top of screen something like "Nuclear Throne Together version..."
- Take the folder out of the .zip file you downloaded and put it in the mods folder. Do not put the .zip in there, it will not work.
- Make sure there's a main.txt inside of the mod's folder. For example, in the "knight" mod folder, there should be a text file called main.txt, or just called "main." The "knight" folder is inside of the "mods" folder. Inside of the "knight" folder is "main.txt". (There's no reason it should be missing, but if it is that likely means it's the wrong folder).
Not very good explaining things, so if you have any questions let me know or double check the NTT FAQ. :P
Edit: Spell check